-4.4%
GAP vs ARMK
+50.1%
-54.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +9.3% | +3.1% | +6.2% | +8.1% |
| 3M | +6.1% | +9.2% | -3.1% | +2.3% |
| 6M | -2.3% | +43.7% | -46.0% | -17.9% |
| YTD | -10.6% | +57.4% | -68.0% | -29.2% |
| 1Y | -4.4% | +51.9% | -56.3% | -22.3% |
| All | -4.4% | +50.1% | -54.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling